Agree with joelr, it depends what sort of thing your looking for?
Want to do grappling? Want to practice with weapons? Want sparring? Want kata focus? Want to yell and get physical?
Depending on financial elements you could try a new martial art every 1 or 3 months just to see what they are like and then focus on the one you most enjoy.
Personally I practice the japanese martial arts of Iaido and Jodo. Mainly because it is non-competitive, I get to use a japanese sword (I love them for some reason) and the art has an extreme focus on developing concentration, control and internal power to name a few things.
So play with them and enjoy
